Coinbase spot — one day of one-minute data (2026-08-12)

Contents
One trading day of Coinbase spot data at one-minute resolution, so you can run a backtest the day you install TraderWe instead of waiting for your own recording to build up.
VenueCoinbase
Marketspot
Symbols51
Rows60,845
Window2026-08-11 20:00 to 2026-08-12 20:00 ET
Symbol formatBTC-USD
Symbols in this file include BTC-USD, ETH-USD, XRP-USD, SOL-USD, ADA-USD, HYPE-USD and 45 more. Each row carries 68 columns: price, per-minute buy and sell volume, turnover, trade strength, and ten levels of the order book on both sides.

1. Loading it

Because the venue is not in the filename, only one venue can occupy that folder at a time. Swap the file when you want to test a different one. We know this is awkward and it is on our list to fix. 1) Put the file in your data folder under record/crypto/1m/ — create the folder if it is not there. 2) Rename it to crypto_1m_20260812.db. The app reads the asset class from the folder and the date from the filename; the venue is not part of either. 3) Open Backtest. The date shows up in the available-data list and you can run against it.

2. What this is

Our own recording, captured from Coinbase's public market data feed by our recorder in Tokyo. Nothing here comes from a paid data vendor. One day at one-minute resolution is a sample for evaluating the software. It is not a data product, and it is not a substitute for recording your own. Serious research wants more days than this and the one-second frame. Coinbase quotes in USD rather than a stablecoin, so prices line up with the spot references most people already watch. Depth is thinner than the perpetual venues on anything outside the majors — worth seeing before you assume a fill. If a download looks short, check the SHA-256 shown next to the file. A truncated database opens as a corrupt file rather than failing loudly.
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Files

coinbase_1m_20260812.db32.8 MB
SHA-256 58b34f380be6f3b660fb96f09227a07bfcc64628926583abd52fd0b0aae6c8a9

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3 replies

BacktestBetty· Aug 2026 ago
Three notes from me: 1) one session is a sanity check, not evidence, if you tune entry rules until they look clean on this single day you have just memorised one day of tape, so treat it as a plumbing test for your loader and column mapping; 2) the folder-only-one-venue thing is worth writing down somewhere, because it is exactly the kind of silent mixup that makes you chase a bug in your strategy that is really a bug in your file naming; 3) I'd like more detail on how the depth levels were sampled inside each minute. Snapshot at the close of the bar, or something averaged? That changes how much I trust any book-imbalance signal built on it. Will load it tonight and just print column stats before I even think about a rule.
H
HalfKelly· Aug 2026 ago· edited Aug 2026 ago
Worth saying out loud for the newer folks: one day is enough to check your code runs, nowhere near enough to estimate anything you'd size on. Whatever win rate or edge a single session hands you has an error bar wider than the number itself, so treat the output as "did it execute" not "is it good". The depth note matters too, if your sizing assumes you can clear a level and the book outside the majors is thin, your backtest fills are flattering you before you've even started.
TraderWeTraderWe Team· Aug 2026 ago
On the sampling, since it changes what the file is good for: the ten levels are a snapshot, not an average. Each minute row carries the book as it stood in the last second of that minute. What is aggregated inside the minute is the traded side of it, buy and sell volume and turnover; price, trade strength and the whole ladder are the closing second's values. So a book-imbalance feature built on this is one observation per minute, not the minute's typical state. If you want what the book did between those points you need the one-second recording rather than this file. Your second point is fair. It is in the loading section already, but if it still needs saying then it is not sitting where it should be, and we will move it up rather than leave it as a footnote under the rename step.
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